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Assured Guaranty

276 hedge funds and large institutions have $3.82B invested in Assured Guaranty in 2017 Q4 according to their latest regulatory filings, with 36 funds opening new positions, 103 increasing their positions, 106 reducing their positions, and 34 closing their positions.

New
Increased
Maintained
Reduced
Closed

6% more first-time investments, than exits

New positions opened: 36 | Existing positions closed: 34

0.49% more ownership

Funds ownership: 95.7%96.19% (+0.49%)

0% more funds holding

Funds holding: 275276 (+1)

3% less repeat investments, than reductions

Existing positions increased: 103 | Existing positions reduced: 106

9% less funds holding in top 10

Funds holding in top 10: 1110 (-1)

11% less capital invested

Capital invested by funds: $4.31B → $3.82B (-$481M)

81% less call options, than puts

Call options by funds: $12.8M | Put options by funds: $67.2M

Holders
276
Holders Change
+1
Holders Change %
+0.36%
% of All Funds
6.26%
Holding in Top 10
10
Holding in Top 10 Change
-1
Holding in Top 10 Change %
-9.09%
% of All Funds
0.23%
New
36
Increased
103
Reduced
106
Closed
34
Calls
$12.8M
Puts
$67.2M
Net Calls
-$54.4M
Net Calls Change
-$25.6M
Name Holding Trade Value Shares
Change
Change in
Stake
First Trust Advisors
51
First Trust Advisors
Illinois
$14.3M +$1.54M +42,559 +11%
DA
52
Denali Advisors
California
$13.6M +$660K +18,200 +5%
NI
53
NFC Investments
Tennessee
$13.2M -$640K -17,640 -4%
ERM
54
Elm Ridge Management
New York
$13.1M
CEP
55
Chicago Equity Partners
Illinois
$12.4M -$4.89M -134,820 -27%
AIM
56
Assured Investment Management
New York
$12.3M +$7.65M +211,003 +139%
CLM
57
ClearBridge LLC (Maryland)
Maryland
$12.1M +$1.23M +34,020 +11%
Two Sigma Investments
58
Two Sigma Investments
New York
$12M +$12.1M +334,792 +1,779%
DCM
59
Discovery Capital Management
Connecticut
$11.8M +$12.6M +347,694 New
BGIM
60
Brandywine Global Investment Management
Pennsylvania
$10.8M -$5.73M -157,912 -33%
PPA
61
Parametric Portfolio Associates
Washington
$10.7M -$2.72M -74,974 -19%
Connor, Clark & Lunn Investment Management (CC&L)
62
Connor, Clark & Lunn Investment Management (CC&L)
British Columbia, Canada
$10.5M +$4.63M +127,825 +70%
Federated Hermes
63
Federated Hermes
Pennsylvania
$10.3M +$5.47M +150,850 +98%
RA
64
Royce & Associates
New York
$10.2M +$344K +9,476 +3%
Mackenzie Financial
65
Mackenzie Financial
Ontario, Canada
$9.66M -$4.28M -117,901 -29%
XSC
66
X-Square Capital
Puerto Rico
$9.61M +$10.3M +283,576 New
GHCM
67
Glen Harbor Capital Management
California
$9.02M +$472K +13,022 +5%
TCIM
68
TIAA CREF Investment Management
New York
$8.78M -$2.93M -80,854 -24%
DG
69
Delek Group
Israel
$8.46M +$9.06M +250,000 New
LOAMU
70
Lombard Odier Asset Management (USA)
New York
$8.2M +$2.02M +55,792 +30%
TA
71
Teachers Advisors
New York
$8.14M -$3.49M -96,286 -29%
HSBC Holdings
72
HSBC Holdings
United Kingdom
$8.12M +$8.48M +233,768 +3,879%
Jacobs Levy Equity Management
73
Jacobs Levy Equity Management
New Jersey
$8.12M -$291K -8,030 -3%
GLA
74
Great Lakes Advisors
Illinois
$8.04M +$732K +20,181 +9%
TCA
75
Taconic Capital Advisors
New York
$7.62M +$8.16M +225,000 New

AGO Hedge Fund Activity: Q4 2017 in Review

276 of the 4,410 institutional investors tracked by Wall St. Rank reported a position in Assured Guaranty (AGO) for Q4 2017, worth a combined $3.82B — down 11% from $4.31B a quarter earlier.

Buyers outnumbered sellers: 36 funds opened new AGO positions and 34 closed out — a net gain of 2 holders — while 103 added to existing stakes and 106 trimmed.

The largest buyer was Goldman Sachs, adding an estimated $36.3M. The largest seller was Wellington Management Group, cutting an estimated $57.3M.

  • 276 institutional investors held Assured Guaranty (AGO) as of Q4 2017, up from 275 in Q3 2017.
  • Funds reported $3.82B of Assured Guaranty stock for Q4 2017, down 11% quarter-over-quarter.
  • 36 funds opened new Assured Guaranty positions in Q4 2017 and 34 closed out, a net change of +2 holders.
  • The largest Assured Guaranty buyer in Q4 2017 was Goldman Sachs, an estimated $36.3M added.
  • The largest Assured Guaranty seller in Q4 2017 was Wellington Management Group, an estimated $57.3M sold.

Based on aggregated 13F filings for Q4 2017.